Special issue: On the interface between optimization and probability

DOI10.1007/s10107-020-01521-1OpenAlexW3030730981WikidataQ111096791 ScholiaQ111096791MaRDI QIDQ2189439

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Publication date: 15 June 2020

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10107-020-01521-1

Mathematics Subject Classification ID

Conference proceedings and collections of articles (00Bxx)

Cites Work

• The subdifferential of measurable composite max integrands and smoothing approximation
• Distributionally robust optimization with polynomial densities: theory, models and algorithms
• Risk forms: representation, disintegration, and application to partially observable two-stage systems
• Quantile-based risk sharing with heterogeneous beliefs
• Randomness and permutations in coordinate descent methods
• Martingale characterizations of risk-averse stochastic optimization problems
• Theoretical and empirical analysis of trading activity
• Solving Lagrangian variational inequalities with applications to stochastic programming
• Minimizing buffered probability of exceedance by progressive hedging
• Convex approximations for two-stage mixed-integer mean-risk recourse models with conditional value-at-risk
• Risk minimization, regret minimization and progressive hedging algorithms

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